+202.6%
RL vs NTRS
+165.3%
+37.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | -0.4% |
| 7D | -2.2% | +0.3% | -2.5% | -2.4% |
| 30D | -15.3% | +0.2% | -15.5% | -15.5% |
| 3M | -10.3% | +13.2% | -23.6% | -16.4% |
| 6M | -2.2% | +36.9% | -39.2% | -17.8% |
| YTD | -4.3% | +39.1% | -43.4% | -20.7% |
| 1Y | +8.9% | +50.4% | -41.6% | -13.8% |
| All | +202.6% | +165.3% | +37.3% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NTRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling